+97.7%
JNJ vs JBHT
+22.9%
+74.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | +8.5% | -14.0% | +22.5% | +9.4% |
| 6M | +28.0% | -5.1% | +33.1% | +27.9% |
| YTD | +37.7% | +18.0% | +19.6% | +34.9% |
| 1Y | +47.9% | +36.5% | +11.4% | +43.2% |
| 3Y | +107.4% | +34.8% | +72.6% | +99.1% |
| 5Y | +97.7% | +21.4% | +76.3% | +86.1% |
| All | +97.7% | +22.9% | +74.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling